BENGHAZI, Libya (Reuters) - A team of U.S. investigators travelled for the first time to the eastern Libyan city of Benghazi on Thursday to analyze the crime scene where the U.S. ambassador was killed in an attack last month, Libyan and U.S. sources said.

FBI agents were sent to Libya after the September 11 assault on the U.S. diplomatic mission and on another facility in which Ambassador Christopher Stevens and three other Americans were killed.

But, until now, they had mainly remained in Tripoli and had not visited the site of what the United States has called a "deliberate and organized terrorist attack", partly because of security concerns.

"An American team has been visiting the compound," one Libyan security source said. Another security source said: "They have been assessing the damage, collecting evidence."

The FBI team was on the ground in Benghazi for about 13 hours looking at the crime scene before leaving, two U.S. government sources said on condition of anonymity.

In Washington, U.S. Attorney General Eric Holder suggested the probe had been active despite the weeks-long delay in getting FBI agents to Benghazi.

"You should not assume that all that we could do or have been doing is restricted solely to Benghazi. There are a variety of other places, in-country and outside the country, where relevant things could be done and have been done," Holder said at a news conference.

"This is a matter that's been under active investigation almost since the time of the incident, and I'm satisfied with the progress that we have made," he said.

"At the request of the FBI, the department provided logistic and security support to the investigation team in order to conduct work on-site in Benghazi," Pentagon spokesman George Little told reporters. Department of Defence "personnel completed that support earlier today and have departed Benghazi along with the investigation team."

In Benghazi, the road leading to the compound's front gate was blocked by vehicles mounted with weapons belonging to the Libyan security forces, a Reuters witness said.

Libyan Deputy Foreign Minister Mohammed Abdel Aziz said on Tuesday that the FBI team would soon be heading to Benghazi but that Tripoli and Washington had yet to agree on how the two sides would conduct a joint investigation.

U.S. Secretary of State Hillary Clinton on Wednesday vowed every effort would be made to try to piece together a full account of the attack "wherever that leads," but cautioned that it could take time for a complete picture to emerge.

Libyan officials say eight people have so far been arrested in connection with the attack.

(Reporting by Omar al-Mosmary and Ali Shuaib in Tripoli; additional Reporting by David Ingram, Phil Stewart and Tabassum Zakaria in Washington; writing by Marie-Louise Gumuchian; editing by Andrew Osborn and Mohammad Zargham)

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